Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49631.33 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43608.76 Kr¶

PnL: ---------------------------------------> -1266.82 Kr¶

DD now: ---------------------------------> -6.568 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 13:33:17.106945'

Anic Portfolio¶

Today¶

Return: 0.109 %¶

This Week¶

Return: -2.207 %¶

Total portfolio value¶

Return including deposits: 62.48 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.940000 1528.180000 105.180000 7.390000 1423.000014
Profoto Holding 7 2.390000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -1.270000 913.320000 1.320000 0.140000 912.000000
JM 7 0.740000 947.100000 -2.900000 -0.310000 950.000002
Atrium Ljungberg B 5 0.500000 898.500000 -5.500000 -0.610000 904.000000
Biotage 1 -2.180000 138.900000 -10.100000 -6.780000 149.000000
Gränges 10 0.980000 1028.000000 -11.000000 -1.060000 1039.000000
ASSA ABLOY B 4 -0.730000 981.600000 -11.400000 -1.150000 993.000000
Vitrolife 3 1.190000 664.800000 -12.200000 -1.800000 677.000001
OX2 12 -1.130000 896.400000 -12.600000 -1.390000 909.000000
AcadeMedia 20 -0.490000 965.200000 -12.800000 -1.310000 978.000000
Eastnine 6 -2.190000 642.000000 -15.000000 -2.280000 657.000000
BioGaia B 8 1.000000 888.800000 -15.200000 -1.680000 904.000000
Bufab 3 0.000000 1059.600000 -16.400000 -1.520000 1076.000001
INVISIO 15 0.000000 3555.000000 -17.000000 -0.480000 3571.999995
Vitec Software Group B 2 -1.990000 1083.000000 -21.000000 -1.900000 1104.000000
Latour B 4 -1.600000 834.400000 -21.600000 -2.520000 856.000000
Investor B 3 -0.470000 634.650000 -23.350000 -3.550000 657.999999
Addnode Group B 7 -1.260000 876.400000 -28.600000 -3.160000 904.999998
Sandvik 4 0.000000 818.400000 -29.600000 -3.490000 848.000000
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Hoist Finance 36 0.930000 981.000000 -30.000000 -2.970000 1010.999988
Alimak Group 12 0.250000 974.400000 -32.600000 -3.240000 1007.000004
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
SKF B 5 -0.450000 944.250000 -35.750000 -3.650000 980.000000
Sagax B 4 -2.260000 848.400000 -36.600000 -4.140000 885.000000
Hexatronic Group 15 -1.290000 1031.100000 -39.900000 -3.730000 1071.000000
Byggmax Group 33 -1.130000 925.320000 -41.680000 -4.310000 966.999990
EQT 4 -2.500000 828.000000 -45.000000 -5.150000 873.000000
Catena 2 0.050000 756.800000 -49.200000 -6.100000 806.000000
Orrön Energy 170 -2.940000 1994.100000 -51.900000 -2.540000 2045.999980
Platzer Fastigheter Holding B 12 -1.060000 898.800000 -52.200000 -5.490000 951.000000
HEXPOL B 8 -5.950000 885.600000 -71.400000 -7.460000 957.000000
Hexagon B 26 -1.080000 3347.500000 -72.500000 -2.120000 3420.000012
VEF 788 -0.780000 1798.220000 -104.780000 -5.510000 1903.000300
Sedana Medical 93 0.580000 2579.820000 -403.760000 -13.530000 2983.577733
TOTAL 43608.760000 -1266.820000 -6.56814% 44875.578016

Updated:¶

'2023-06-21 13:33:33.563041'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶